+153.3%
EWY vs TXT
+13.4%
+139.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +6.7% | +0.8% | +5.8% | +6.3% |
| 30D | +17.0% | -10.4% | +27.4% | +22.3% |
| 3M | +3.7% | -14.3% | +18.0% | +10.5% |
| 6M | +42.5% | -15.1% | +57.6% | +52.3% |
| YTD | +96.2% | -8.3% | +104.5% | +103.4% |
| 1Y | +160.4% | -0.7% | +161.1% | +161.2% |
| 3Y | +231.7% | +6.0% | +225.7% | +214.7% |
| 5Y | +153.3% | +12.5% | +140.7% | +128.3% |
| All | +153.3% | +13.4% | +139.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling